Consulting & Quantitative Support
Quantifying risk and return in the specialty (re)insurance market.
We transform raw market data into high-fidelity signals. Whether you are benchmarking performance, modelling future capital needs, or valuing illiquid assets, our analytics provide the independent analyses you need to transact with confidence.
Extend Your Analytical Capability
The specialty insurance market is data-rich but insight-poor. Building a world-class analytics function in-house is expensive and time-consuming. ICMR offers a smarter alternative. We act as your “on-demand” quantitative team. Whether you need a one-off bespoke capital model, M&A due diligence, or a retained external analytics desk, we integrate seamlessly with your existing workflow.
Why ICMR?
The founders of ICMR are the former heads of analysis and research at Lloyd’s of London. We have unique, deep expertise in the ecosystem and the capital markets that support it.
Fractional Expertise
Access senior-level Lloyd’s expertise without the traditional headcount cost.
Probabilistic Modelling
Leaders in probabilistic programming, from claims reserving to portfolio optimisation.
Data Infrastructure
We understand the Lloyd’s data ecosystem (Insights Hub, QMRs, SBFs) better than most.
Core Capabilities & Services
Due Diligence
Uncover Trends & Inform Strategy Our historical analysis delves deep into performance over time using rigorous Bayesian modelling.
- Granular Analysis: Parameterise models based on cleaned, historical loss triangles.
- Trend Detection: Spot deterioration or improvement before it hits the headline numbers.
- Report Generation: Comprehensive due diligence support for M&A or capital allocation.
Prospective Modelling
Navigate the Future with Confidence Don’t just analyse the past. We project relative and absolute performance at class of business, syndicate and portfolio levels.
- Outside-In Capital Modelling: Assess SCR and risk exposures without internal bias.
- Transaction Support: Optimise capital efficiency for LPTs and RITC deals.
- Scenario Planning: Stress-test business plans against market shifts.
Valuation Services
Accurate, Independent, Transparent We provide robust valuations for illiquid participations in Lloyd’s syndicate portfolios, empowering fund managers to meet regulatory reporting standards.
- Monthly NAVs: Independent “mark-to-model” estimates for fund reporting.
- Price-to-Book: Real-time insights into enterprise value creation.
- Audit Support: Transparent methodologies that stand up to scrutiny.
Benchmarking
Gain a Clear Performance Advantage We go beyond standard metrics to assess Lloyd’s syndicates against statistical peer groups and listed carrier shareholder returns.
- Relative Performance: Isolate alpha from market beta.
- Peer Analysis: Compare underwriting discipline against custom cohorts.
- Strategic Insight: Identify areas of strength and weakness relative to the broader market.
White Label Analytics
Your Brand, Our Engine Do you need to provide sophisticated reporting to your investors or capital providers? We build and maintain branded analytical dashboards that you can present as your own.
- Investor Reporting: Regular NAVs and performance attribution.
- Bespoke Models: Custom-built tools deployed on your infrastructure or ours.
Monthly Retainers
Continuous Support For clients who need ongoing analytical firepower, we offer flexible retainer packages ensuring priority access to our team for ad-hoc queries, model updates, and strategic sounding-board sessions.
- Cost-Effective: A fraction of the cost of a full-time Head of Analytics.
- Flexible: Scale up or down as your deal flow or reporting cycle demands.
Ready to quantify your edge?
Partner with ICMR to gain the quantitative advantage you need. Contact us to discuss how a bespoke consulting, white-label, or retainer arrangement could support your business.